Pages that link to "Item:Q1877391"
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The following pages link to Forward-backward stochastic differential equations with nonsmooth coefficients. (Q1877391):
Displaying 18 items.
- Forward-backward SDEs with random terminal time and applications to pricing special European-type options for a large investor (Q653653) (← links)
- On non-Markovian forward-backward SDEs and backward stochastic PDEs (Q713213) (← links)
- On solutions of a class of infinite horizon FBSDEs (Q951188) (← links)
- A small elliptic perturbation of a backward-forward parabolic problem with applications to stochastic models. (Q1764552) (← links)
- On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case. (Q1766080) (← links)
- Representation theorems for backward stochastic differential equations (Q1872357) (← links)
- Solvability of forward-backward SDEs and the nodal set of Hamilton- Jacobi-Bellman equations (Q1899636) (← links)
- Exchange rate bifurcation in a stochastic evolutionary finance model (Q1938897) (← links)
- Forward-backward SDEs with distributional coefficients (Q2289778) (← links)
- Vanishing central bank intervention in stochastic impulse control (Q2422127) (← links)
- Large deviations of a forward backward stochastic differential equation. (Q2499744) (← links)
- Mean-field backward–forward stochastic differential equations and nonzero sum stochastic differential games (Q3384670) (← links)
- Necessary and sufficient conditions of optimality for optimal control problem with initial and terminal costs (Q3440803) (← links)
- On nonlinear Feynman–Kac formulas for viscosity solutions of semilinear parabolic partial differential equations (Q5021119) (← links)
- Control in Hilbert Space and First-Order Mean Field Type Problem (Q5050076) (← links)
- Forward-backward stochastic differential equations with mixed initial-terminal conditions (Q5189160) (← links)
- Approximate solvability of forward-backward stochastic differential equations (Q5956450) (← links)
- On quasilinear parabolic systems and FBSDEs of quadratic growth (Q6126107) (← links)
